Pages that link to "Item:Q133698"

The following pages link to Martingale Approach in the Theory of Goodness-of-Fit Tests (Q133698):

Displaying 35 items.

• A maximum entropy type test of fit: composite hypothesis case (Q2359457) (← links)
• Regression model checking with Berkson measurement errors (Q2480017) (← links)
• A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
• Brittle power: On Roman Emperors and exponential lengths of rule (Q2643034) (← links)
• Conditional variance model checking (Q2655067) (← links)
• Model Selection Using Cramér–von Mises Distance (Q2833356) (← links)
• Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap (Q2856551) (← links)
• BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
• Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← links)
• A bootstrap version of the residual-based smooth empirical distribution function (Q3506265) (← links)
• ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION (Q4540674) (← links)
• A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
• REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS (Q4653558) (← links)
• On entropy goodness-of-fit test based on integrated distribution function (Q4960695) (← links)
• New Procedure for Applying the Cramér–von Mises Test for Parametric Families of Distributions (Q5014530) (← links)
• A general approach to conditional moment specification testing with projections (Q5034243) (← links)
• Inference for asymmetric exponentially weighted moving average models (Q5111784) (← links)
• (Q5146329) (← links)
• (Q5146334) (← links)
• A Khmaladze-transformed test of fit with ML estimation in the presence of recurrent events (Q5197970) (← links)
• On Testing the Equality of Mean and Quantile Effects (Q5413559) (← links)
• A note on testing symmetry of the error distribution in linear regression models (Q5712071) (← links)
• Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
• A consistent test for conditional symmetry in time series models (Q5939174) (← links)
• Unitary transformations, empirical processes and distribution free testing (Q5963511) (← links)
• Bahadur efficiency of EDF based normality tests when parameters are estimated (Q6132525) (← links)
• On the available local asymptotic efficiency of some goodness-of-fit criteria (Q6132526) (← links)
• Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary (Q6150359) (← links)
• Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
• Testing nonparametric shape restrictions (Q6183865) (← links)
• Two-Sample Testing for Tail Copulas with an Application to Equity Indices (Q6190777) (← links)
• Memoryless reigns of the ``Sons of Heaven'' (Q6574894) (← links)
• Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models (Q6620920) (← links)
• Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea (Q6623203) (← links)
• Specification tests for non-Gaussian structural vector autoregressions (Q6664656) (← links)